Report NEP-FOR-2016-10-09

This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Rob J Hyndman issued this report. It is usually issued weekly.

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Other reports in NEP-FOR

The following items were announced in this report:

• Antoine Mandel & Amir Sani, 2016. "Learning Time-Varying Forecast Combinations," Documents de travail du Centre d'Economie de la Sorbonne 16036r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2016.
• Piotroski, Joseph D. & Joos, Peter, 2015. "The Best of All Possible Worlds: Using Analysts' Scenario-Based Valuations to Assess Target Price Optimism," Research Papers 3325, Stanford University, Graduate School of Business.
• Hüning, Hendrik, 2016. "Asset market response to monetary policy news from SNB press releases," HWWI Research Papers 177, Hamburg Institute of International Economics (HWWI).
• Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2016. "Vulnerable growth," Staff Reports 794, Federal Reserve Bank of New York.
• Matthieu Garcin & Clément Goulet, 2017. "Non-parametric news impact curve: a variational approach," Post-Print halshs-01244292, HAL.
• Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen, 2016. "Decoupling the short- and long-term behavior of stochastic volatility," Papers 1610.00332, arXiv.org, revised Jan 2021.
• Troy Davig & Aaron Smalter Hall, 2016. "Recession forecasting using Bayesian classification," Research Working Paper RWP 16-6, Federal Reserve Bank of Kansas City.
• Stockhammar, Pär & Österholm, Pär, 2016. "Do Inflation Expectations Granger Cause Inflation?," Working Papers 2016:4, Örebro University, School of Business.